Volatility Calculator
Compute annualized volatility from a list of returns.
Result
Std deviation
1.2665%
Annualized vol
20.1056%
VaR 95
1.5%
VaR 99
1.5%
关于此工具
Paste a series of period returns (daily / weekly / monthly) and pick the period. Get standard deviation, annualized volatility, and the 95% / 99% VaR band. Aimed at r/options volatility and r/investing 'how volatile is this ETF' threads.
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